The Exit Distribution on the Stochastic Separatrix in Kramers' Exit Problem

DOI10.1137/S0036139999359057zbMath1007.60056MaRDI QIDQ3149820

Zeev Schuss, Alexander Spivak

Publication date: 29 September 2002

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equations; first passage time; exit problem; Langevin's equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

46N55: Applications of functional analysis in statistical physics